On Tue, 15 Aug 2006, Petr Pikal wrote: > Hi > > On 15 Aug 2006 at 7:01, r user wrote: > > Date sent: Tue, 15 Aug 2006 07:01:13 -0700 (PDT) > From: r user <[EMAIL PROTECTED]> > To: rhelp <r-help@stat.math.ethz.ch> > Subject: [R] question re: "summarry.lm" and NA values > > > Is there a way to get the following code to include > > NA values where the coefficients are NA ? > > > > ((summary(reg))$coefficients) > > better > coef(reg)
coef(summary(reg)), perhaps. > > explanation: > > > > Using a loop, I am running regressions on several > > subsets of data1 . > > > > reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) ) > > > > My regression has 10 independent variables, and I > > therefore expect 11 coefficients. > > After each regression, I wish to save the coefficients > > and standard errors of the coefficients in a table > > with 22 columns. > > > > I successfully extract the coefficients using the > > following code: > > reg$coefficients > > > > I attempt to extract the standard errors using : > > > > aperm((summary(reg))$coefficients)[2,] > > > > ((summary(reg))$coefficients) > > > > My problem: > > For some of my subsets, I am missing data for one or > > more of the independent variables. This of course > > causes the coefficients and standard erros for this > > variable to be NA . > > ??%^&*^?? > > What version? My lm behaves in accordance with na.action and it > throws an error in case na.fail, computes a value in case of na.omit > or na.exclude and again throws an error if the variable consist > exclusively from NA values. > > The only way how to get NA in coeficient is when a variable is either > constant or linear combination of other variable(s). Then > coef(reg) > will give you correctly NA in the variable which appears constant and > in this case you could use it for setting standard error also as NA > let say by using ifelse statement and matching of names. That happens in the print method, stats:::print.summary.lm contains coefs <- x$coefficients if (!is.null(aliased <- x$aliased) && any(aliased)) { cn <- names(aliased) coefs <- matrix(NA, length(aliased), 4, dimnames = list(cn, colnames(coefs))) coefs[!aliased, ] <- x$coefficients } so the code is already available > > > > Is there a way to include the NA standard errors, so > > that I have the same number of standard erros and > > coefficients for each regression, and can then store > > the coefficients and standard erros in my table of 22 > > columns? > > > > ______________________________________________ > > R-help@stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html and provide commented, > > minimal, self-contained, reproducible code. > > Petr Pikal > [EMAIL PROTECTED] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.